Deep learning plays a vital role in real-life applications, for example object identification, human face recognition, speech recognition, biometrics identification, and short and long-term forecasting of data. The ma...
supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea(NRF-2022S1A5A8055710).
This study employs a variety of machine learning models and a wide range of economic and financial variables to enhance the forecasting accuracy of the Korean won–U.S.dollar(KRW/USD)exchange rate and the U.S.and Kore...
supported by THE SCIENTIFIC AND TECHNOLOGICAL RESEARCH COUNCIL OF TURKIYE.
Stock market and cryptocurrency forecasting is very important to investors as they aspire to achieve even the slightest improvement to their buy-or-hold strategies so that they may increase profitability.However,obtai...
This study’s main purpose is to use Bayesian structural time-series models to investigate the causal effect of an earthquake on the Borsa Istanbul Stock Index.The results reveal a significant negative impact on stock...
Supported by the Natural Science Foundation of Shandong Province(ZR2023MG037);the National Natural Science Foundation of China(72171192)。
This study presents a comprehensive and innovative analysis of dynamic tail risk in the Chinese stock market utilizing the localizing conditional autoregressive expectiles(LCARE)model.We consider the dynamic changes i...
the financial support from the Beijing Municipal Social Science Foundation(No.20GLC054);the National Natural Science Foundation of China(Nos.72021001,72174020,71904009);the Natural Science Foundation of Beijing Municipality(No.9232014);the Humanities and Social Science Fund of Ministry of Education of China(No.18YJC840041).
This study uses complex network analysis to investigate global stock market co-movement during the black swan event of the Coronavirus Disease 2019(COVID-19)pandemic.We propose a novel method for calculating stock pri...
This study systematically reviewed the literature on using the Google Search Volume Index(GSVI)as a proxy variable for investor attention and stock market movements.We analyzed 56 academic studies published between 20...
partly supported by the National Natural Science Foundation of China under Grants No.72171223,No.71801213,and No.71988101;the National Key R&D Program of China under Grants No.2021ZD0111204。
Developing effective strategies to earn excess returns in the stock market is a cutting-edge topic in the field of economics.At the same time,stock price forecasting that supports trading strategies is considered one ...
In the realm of finance and economics, the search for reliable stock predictions remains a focal point for researchers [1]. Contrary to common belief, stock market prices are not merely random guesses, but rather powe...
The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the ...